+46.9%
IR vs LNG
+203.0%
-156.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.8% | -4.7% | -1.6% |
| 7D | +1.1% | +4.5% | -3.4% | +0.3% |
| 30D | +7.6% | +8.0% | -0.5% | +5.9% |
| 3M | +0.1% | +15.0% | -14.9% | -2.6% |
| 6M | +14.0% | +27.1% | -13.1% | +8.4% |
| YTD | +7.5% | +58.1% | -50.6% | -4.2% |
| 1Y | +10.1% | +45.0% | -34.9% | +0.2% |
| 3Y | +24.9% | +82.6% | -57.8% | +6.3% |
| 5Y | +46.9% | +206.8% | -160.0% | +10.0% |
| All | +46.9% | +203.0% | -156.1% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling